We study indented spherical colloids, interacting via depletion forces. These systems exhibit liquid-vapor phase transitions whose properties are determined by a combination of strong lock-and-key bonds and weaker non-specific interactions. As the propensity for lock-and-key binding increases, the critical point moves to significantly lower density, and the coexisting phases change their structure. In particular, the liquid phase is porous, exhibiting large percolating voids. The properties of this system depend strongly on the topological structure of an underlying bond network: we comment on the implications of this fact for the assembly of equilibrium states with controlled porous structures.